-86.1%
SPXU vs Z
-66.6%
-19.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +0.6% |
| 7D | +6.4% | -11.6% | +17.9% | +0.6% |
| 30D | +5.9% | -8.5% | +14.4% | +2.3% |
| 3M | -11.7% | -7.9% | -3.8% | -13.9% |
| 6M | -28.7% | -29.1% | +0.4% | -37.7% |
| YTD | -26.4% | -54.2% | +27.8% | -47.4% |
| 1Y | -35.2% | -63.5% | +28.3% | -58.2% |
| 3Y | -79.8% | -38.6% | -41.2% | -80.2% |
| 5Y | -86.1% | -66.0% | -20.1% | -82.2% |
| All | -86.1% | -66.6% | -19.5% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling